The United Arab Emirates says it has destroyed two missiles fired from Yemen.
The Department of Defense said Monday there were "no casualties" in the ballistic missile attack.
The debris from the rockets fell near Abu Dhabi.
Yemen's Houthi rebel spokesman Mohammed Abulsalam tweeted that the militia would "announce details of a military operation in the United Arab Emirates and Saudi Arabia in the next few hours."
Yemen has been at war since 2015 between President Abd Rabbo Mansur Hadi's troops, backed by Saudi Arabia, the United Arab Emirates and other Arab states, and Iran-backed Houthi rebels.
The Houthis launched their first attack on the United Arab Emirates on Monday, killing three people.
The military coalition then flew retaliatory strikes that killed scores in Yemen.